CME British Pound Future March 2011

Trading Metrics calculated at close of trading on 14-Sep-2010

Day Change Summary
	Previous	Current
	13-Sep-2010	14-Sep-2010	Change	Change %	Previous Week
Open	1.5402	1.5371	-0.0031	-0.2%	1.5347
High	1.5440	1.5540	0.0100	0.6%	1.5509
Low	1.5402	1.5340	-0.0062	-0.4%	1.5283
Close	1.5386	1.5545	0.0159	1.0%	1.5333
Range	0.0038	0.0200	0.0162	426.3%	0.0226
ATR	0.0073	0.0082	0.0009	12.4%	0.0000
Volume	14	8	-6	-42.9%	17

Daily Pivots for day following 14-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6075	1.6010	1.5655
R3	1.5875	1.5810	1.5600
R2	1.5675	1.5675	1.5582
R1	1.5610	1.5610	1.5563	1.5643
PP	1.5475	1.5475	1.5475	1.5491
S1	1.5410	1.5410	1.5527	1.5443
S2	1.5275	1.5275	1.5508
S3	1.5075	1.5210	1.5490
S4	1.4875	1.5010	1.5435

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.6053	1.5919	1.5457
R3	1.5827	1.5693	1.5395
R2	1.5601	1.5601	1.5374
R1	1.5467	1.5467	1.5354	1.5421
PP	1.5375	1.5375	1.5375	1.5352
S1	1.5241	1.5241	1.5312	1.5195
S2	1.5149	1.5149	1.5292
S3	1.4923	1.5015	1.5271
S4	1.4697	1.4789	1.5209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5540	1.5340	0.0200	1.3%	0.0082	0.5%	103%	True	True	7
10	1.5540	1.5283	0.0257	1.7%	0.0061	0.4%	102%	True	False	5
20	1.5651	1.5283	0.0368	2.4%	0.0033	0.2%	71%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.6390
2.618	1.6064
1.618	1.5864
1.000	1.5740
0.618	1.5664
HIGH	1.5540
0.618	1.5464
0.500	1.5440
0.382	1.5416
LOW	1.5340
0.618	1.5216
1.000	1.5140
1.618	1.5016
2.618	1.4816
4.250	1.4490

Fisher Pivots for day following 14-Sep-2010
Pivot	1 day	3 day
R1	1.5510	1.5510
PP	1.5475	1.5475
S1	1.5440	1.5440

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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